✦ LIBER ✦

The Supremum Distribution of a Lévy Process with No Negative Jumps

✍ Scribed by J. Michael Harrison

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Formula for the supremum distribution of

✍ Zbigniew Michna 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Lévy processes with no positive jumps at

✍ Jean Bertoin 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 624 KB

Exact tail asymptotics of the supremum a

✍ Asghari, N.M.; Dȩbicki, K.; Mandjes, M. 📂 Article 📅 2015 🏛 Elsevier Science 🌐 English ⚖ 347 KB

On the local rate of growth of Lévy proc

✍ Jean Bertoin 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 382 KB

On the distribution of exponential funct

✍ A. Kuznetsov 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 201 KB

Valuation of synthetic CDOs with affine

✍ Jiang-Lun Wu; Wei Yang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 272 KB